+53.9%
PLUG vs TSLQ
-50.7%
+104.6%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.1% | -3.9% |
| 7D | +3.8% | -8.0% | +11.8% | +1.8% |
| 30D | +2.8% | -23.8% | +26.6% | -3.1% |
| 3M | -25.4% | -7.0% | -18.4% | -23.7% |
| 6M | -0.5% | -17.1% | +16.6% | +3.2% |
| YTD | +10.2% | +0.1% | +10.1% | +24.2% |
| 1Y | +53.9% | -51.2% | +105.1% | +54.9% |
| All | +53.9% | -50.7% | +104.6% | +54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TSLQ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling